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The residual centering approach of Little et al. (2006) consists of three steps. In the first step,

individual product terms are formed for each combination of the 3 indicators (w01-w03 and

na01 - na03); then each of these product terms is regressed in a regression analysis to all first-

order effect indicators (i.e. w01 etc.) and the residuals are stored in the data set as variables.

These are finally used in the model as indicators of the latent product term variable. The R-

syntax of all these procedures appears extensive and complicated at first glance; however, the

individual elements are only repetitions with slight adjustments. It is not difficult to

implement this approach with the necessary systematic approach.

wfcdata$pt11 <- wfcdata$w01 * wfcdata$na01

wfcdata$pt12 <- wfcdata$w01 * wfcdata$na02

wfcdata$pt13 <- wfcdata$w01 * wfcdata$na03

wfcdata$pt21 <- wfcdata$w02 * wfcdata$na01

wfcdata$pt22 <- wfcdata$w02 * wfcdata$na02

wfcdata$pt23 <- wfcdata$w02 * wfcdata$na03

wfcdata$pt31 <- wfcdata$w03 * wfcdata$na01

wfcdata$pt32 <- wfcdata$w03 * wfcdata$na02

wfcdata$pt33 <- wfcdata$w03 * wfcdata$na03

The first index of each product term represents the first-order indicator used.

Step 2: Regression of each product term on all first-order effect indicators and storage in the

data set

wfcdata$res11 <- resid(lm(pt11 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res12 <- resid(lm(pt12 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res13 <- resid(lm(pt13 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res21 <- resid(lm(pt21 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res22 <- resid(lm(pt22 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res23 <- resid(lm(pt23 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res31 <- resid(lm(pt31 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res32 <- resid(lm(pt32 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

wfcdata$res33 <- resid(lm(pt33 ~ w01+w02+w03 + na01+na02+na03,

+ data=wfcdata,na.action = na.exclude))

With this block, only the formed residual (e.g. "res11") and the product term used (e.g.

"pt11") must be adapted as a dependent variable - the rest can be copied. For clarification both

elements were underlined in the above code. The individual command lines use three still

unknown functions. First, lm(Y ~ X) is used to regression ("linear model") the dependent

variable Y to the independent variable X, "na.action=na.exclude" causes missing values on

the side of the independent variable to be preserved in the residuals (otherwise we would have

fewer cases in the product term variables than in the other model variables). Finally, the lm()

function is enclosed in the re-sid() function, which extracts the residuals of the regression.

Once the product term variables have been formed, two tests should be performed to ensure

that no errors have occurred. First, the averages of these indicators should all be exactly zero;

second, the correlations with the first-order effect indicators should be zero and among the

product term indicators substantial. The former is checked by

mean(wfcdata$res11,na.rm=TRUE)

modvar <- wfcdata[c("w01","w02","w03","na01","na02","na03",

+"res11","res12","res13","res21", Rest ausgelassen)]

round(cor(modvar,use="pair"),2)

There are many ways to generate correlation matrices, all of which are admittedly not very

comfortable. Here a subdataset with the desired variables was created and the cor() function

integrated into the round() function was applied to it.

Finally it goes to the model. This has two peculiarities: First, the covariances of the latent

product term variables and the two first-order effect variables work-family conflict and

negative affectivity are fixed at 0. Secondly, measurement error covariances are released

between those product-term indicators in which virtually the same indicators are found: Since

these consist of the same indicators, they should therefore also (be allowed to) correlate. The

syntax shown below looks admittedly (again) elaborate - but with a bit of a system this is

easily feasible.

NAF =~ na01+na02+na03

WFC =~ w01+w02+w03

AZF =~ az01 + az02

PRTRM =~

res11+res12+res13+res21+res22+res23+res31+res32+res33

PRTRM ~~0*WFC #The product term does not correlate with

PRTRM ~~0*NAF #the first-order-effect-variables

res11~~res12

res12~~res13

res11~~res13

res21~~res22

res22~~res23

res21~~res23

res31~~res32

res32~~res33

res31~~res33

res11~~res21

res11~~res31

res21~~res31

res12~~res22

res12~~res32

res22~~res32

res13~~res23

res13~~res33

res23~~res33

#Structural model

AZF ~ WFC + NAF + PRTRM

'

missing="fiml",estimator="mlr")

summary(fit)

In output, only the structural model is of primary interest here. The fit of the model should

usually be acceptable if the measurement model of the latent variables (without product

terms) is clearly fit. If not, the existing misfit is also strongly weighted by using the product

terms. In the following output, many lines were shortened for the sake of economy. Central to

the moderator effect is the effect of the latent product term, which is = -.30 here. Its z value is

3,054, which is only slightly higher than in the path models (z = 2.89). However, this does not

always have to be the case. Especially for indicators with a higher measurement error or

smaller samples, the difference between a model with a latent product term and a path model

can be substantial and decisive.

Latent variables:

NAF =~

na01 1.000

na02 0.950 0.159 5.991 0.000

na03 0.739 0.123 5.986 0.000

WFC =~

w01 1.000

w02 1.002 0.071 14.151 0.000

w03 0.973 0.070 13.978 0.000

AZF =~

az01 1.000

az02 0.833 0.132 6.302 0.000

PRTRM =~

res11 1.000

res12 0.981 0.190 5.157 0.000

[...]

Regressions:

AZF ~

WFC -0.333 0.062 -5.371 0.000

NAF -0.155 0.111 -1.397 0.163

PRTRM -0.300 0.098 -3.054 0.002

Covariances:

WFC ~~

PRTRM 0.000

NAF ~~

PRTRM 0.000

res11 ~~

res12 0.138 0.068 2.020 0.043

[...]

Variances:

na01 0.559 0.083

na02 0.544 0.077

na03 0.547 0.060

w01 0.308 0.048

w02 0.427 0.058

w03 0.485 0.056

az01 0.108 0.124

az02 0.239 0.093

res11 0.658 0.131

res12 0.711 0.136

[...]

NAF 0.399 0.088

WFC 0.739 0.080

AZF 0.716 0.131

PRTRM 0.454 0.207

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